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Risk Analyst

  • Kraków, małopolskie
  • Specjalista
  • 11.02.2015

    Pracodawca ma prawo zakończyć rekrutację we wcześniejszym terminie.

    For our Key Client we are currently looking for:

    Risk Analyst
    Location: Kraków

    You will have an opportunity to develop new market risk models for one of the biggest international Companies from banking industry. This position is also connected with research techniques for modeling market risk, understanding both regulatory and business requirements, ensuring that the models are fit-for-purpose.

    What you will do as a Risk Analyst?

    • Preparing appropriately calibrated and applied traded risk models
    • Ensuring that risk is more accurately quantified and allocated
    • Leading to more appropriate risk-return analysis for the business
    • Effective communication with the Regulatory & Risk Analytics team at both Regional and Group levels
    • Ensuring there is a strong common understanding of the risk models and that best practices are being applied
    • Providing bespoke analysis for new business helps ensure that the business can make appropriate risk/capital assessments
    • Assisting other functions (e.g. Insurance, ALM), aligning risk measures where appropriate, promotes best practice across the firm
    • Support specific model development
    • Work closely with Regional and Group Regulatory & Risk Analytics teams
    • Establish and maintain strong working relationships with key stakeholders (i.e. Business, Traded Risk, Finance)
    • The development of new models to a tight timeframe with a potentially changing set of regulatory requirements
    • Identify risk and quantify these using models
    • Forming a good understanding of the risk exposure taken within Company in order to guide the development of new or enhanced risk methodologies
    • Being able to clearly explain model details to other areas of the bank in non-technical language, and assisting in the on-going  usage of these models in a day-to-day risk management setting, e.g. helping to explain significant model value changes

    What will prepare you for success?

    • Strong analytical skills and minimum 1 year of experience on similar position
    • Minimum Master Degree in Mathematics/Statisctics/Science/Engineering or any other quantative discipline
    • Previous experience in either Risk Management or quantitative modelling
    • Clear and demonstrable familiarity with key risk measures such as VaR and/or PFE
    • Experience in Credit Risk or Trade Risk analysis
    • Proficiency in using Excel, VBA, Matlab
    • Fluent English

    What our Client offers you to grow?

    • Stable job in new established and professional team
    • Interesting path of career in an international organization
    • Consistent scope of responsibilities
    • Private health care
    • Employees’ benefits
    If you wish to apply, please send your CV in English to: [email protected]